Another option would be to go through an auction site like EnergyNet.com or ogclearinghouse.com. Leasehold interests like yours are put up for auction frequently and this way you can get in front of multiple buyers. In any case, you should perform a rough valuation so that you understand what this interest is worth. If you go through an auction site, you can then use this information to set a reserve price (if bids don't go above this price you aren't obligated to sell).
There are many ways to value leasehold interests but as a reference point, the rule of thumb for producing royalty interest value is 50-70x average monthly cash flow. If your interest is a working interest (you have to pay your share of Lease Operating Expenses each month), value would be based on net cash flow and would need to consider P&A costs of the well at the end of life so a discounted cash flow analysis would be more appropriate.
I hope this helps,